Robust state estimation and model validation for discrete-time uncertain systems with a deterministic description of noise and uncertainty (Q1129698)
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English | Robust state estimation and model validation for discrete-time uncertain systems with a deterministic description of noise and uncertainty |
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Robust state estimation and model validation for discrete-time uncertain systems with a deterministic description of noise and uncertainty (English)
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27 October 1998
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The paper presents an original approach to robust state estimation for a class of uncertain discrete-time systems with a deterministic description of noise and uncertainty. The main result is a recursive scheme for constructing an ellipsoidal state estimation set of all states consistent with the measured output and the given noise and uncertainty description. The paper also includes a result on model validation whereby it can be determined if the assumed model is consistent with measured data.
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robust state estimation
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uncertain discrete-time systems
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ellipsoidal state estimation set
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model validation
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